[SCIP] SCIP speed-up for .LP files

[Ambros Gleixner]

Hi Pierre and Marcus,

The attached problem was small and also SCIP/SoPlex solves it easily. 
Marcus sent me a larger instance.  These seem pure feasibility problems 
with a tight dual bound of 0, but hard combinatorial structure.

Marcus: Maybe adding an artificial objective function helps to direct 
the search, certainly turning off separation and maybe also 
strongbranching should speed things up.  But potentially SCIP is missing 
a heuristic that makes the commercial solvers more successful.

Best,
Ambros



Am 15.06.2018 um 02:54 schrieb Pierre Le Bodic:
> Hi Marcus,
> 
> I gave a try to your problem. Using scip 5.0.1 and gurobi 8.0.0 as the 
> LP solver, I get a feasible solution in less than a second. Log 
> attached. Please let me know if you can't replicate this.
> 
> Kind regards,
> Pierre
> 
> On 15 June 2018 at 08:38, Ambros Gleixner <gleixner at zib.de 
> <mailto:gleixner at zib.de>> wrote:
> 
>     Hi Marcus,
> 
>     28456 variables are in general not particularly large, but for hard
>     problems, also medium-sized instances can become very difficult.
> 
>     Gurobi is known to be stronger than SCIP, but it could be that with
>     the right parameters also SCIP can solve the instances.  As a
>     starter try to change emphasis settings, one or more of
> 
>     set presolving emphasis aggressive
>     set separating emphasis {off,fast,aggressive}
>     set heuristics emphasis aggressive
>     set emphasis {feasibility,optimality,hardlp}
> 
>     and/or look at the statistics via "display statistics" to find
>     expensive and unsuccessful plugins to be deactivated.
> 
>     But giving more detailed advice here is difficult without seeing the
>     instance.  You can send me a larger, problematic instance of your
>     model as a personal message, and I will try to find the time to look
>     at it.
> 
>     Best,
>     Ambros
> 
> 
> 
> 
> 
>     Am 14.06.2018 um 23:21 schrieb Marcus Garvie:
> 
>         Hi everyone,
> 
>         this is my first post, so please understand that my knowledge of
>         SCIP is low!
> 
>         I have been solving some large binary linear programming
>         problems with no objective function. I solve .LP files using a
>         terminal to issue the commands on my Mac. The .LP files are
>         automatically generated, with e.g. the attached format.
> 
>         The only commands I issue are
> 
>         SCIP> read test.lp
>         SCIP> optimize test.lp
> 
>         The problem is that for very large problems (e.g. 28456
>         variables) the solver seems to be running forever (> 2 days)! I
>         tried the same problem in Gurobi and it gave me the correct
>         solution in 15 minutes. (I’m wanting to use SCIP because it has
>         some easy options for giving me all feasible solutions, while
>         Gurobi does not).
> 
>         I also tried the problem in CPLEX, but it has some limitations
>         on the length of the variable names (Error  1464) so I’m a
>         little stuck if I want multiple solutions for large problems.
> 
>         Any advice would be appreciated.
> 
>         Marcus.
> 
>         PS I only know how to problems in the  .LP format!
> 
> 
> 
>         ________________________________
>         Marcus R Garvie
>         Associate Professor
>         Rm 552 MacNaughton Bldg
>         Dept. of Math & Stats
>         University of Guelph
>         Guelph, ON Canada N1G 2W1
>         Tel. 519-824-4120 ext 53409
>         Email. _mgarvie at uoguelph.ca_ <mailto:mgarvie at uoguelph.ca
>         <mailto:mgarvie at uoguelph.ca>>
> 
> 
> 
> 
> 
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> 
>     -- 
>     Ambros Gleixner, Research Group Mathematical Optimization Methods at
>     Zuse Institute Berlin, http://www.zib.de/gleixner
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-- 
Ambros Gleixner, Research Group Mathematical Optimization Methods at 
Zuse Institute Berlin, http://www.zib.de/gleixner